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June 2023, Volume 52, Issue 12
- 4103-4113 Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals
by Kholoud S. Kamal & Abd El-Raheem M. Abd El-Raheem & Ehab F. Abd-Elfattah - 4114-4137 Spatial-nonparametric regression: an approach for monitoring image data
by Dariush Eslami & Hamidreza Izadbakhsh & Orod Ahmadi & Marzieh Zarinbal - 4138-4150 Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises
by Chao Wei - 4151-4164 Optimal reinsurance policy under a new distortion risk measure
by Dan Zhu & Chuancun Yin - 4165-4182 Statistical monitoring of image data using multi-channel functional principal component analysis
by Dariush Eslami & Hamidreza Izadbakhsh & Orod Ahmadi & Marzieh Zarinbal - 4183-4199 On binomial quantile and proportion bounds: With applications in engineering and informatics
by Michael Short - 4200-4215 Mixtures of higher-order fractional Brownian motions
by Mohamed El Omari - 4216-4228 A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model
by Thomas W. O’Gorman - 4229-4246 Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
by Pedro Henrique Melo Albuquerque & João Gabriel de Moraes Souza & Herbert Kimura - 4247-4258 Classical and Bayesian inference procedures of a three unit cold standby system with dependent structure
by S. A. Thiagarajan & S. Thobias - 4259-4282 Stochastic comparisons of series and parallel systems with dependent log-logistic components
by Fariba Ghanbari & Ghobad Barmalzan & Reza Hashemi - 4283-4309 Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters
by Nitin Kumar & U. C. Gupta - 4310-4328 Some design considerations for cluster randomized trials with binary responses
by Arpan Singh & Meghendar Pal & Satya Prakash Singh - 4329-4343 Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space
by Akaninyene Udo Udom & Chijioke Joel Nweke - 4344-4355 The data sampling effect on financial distress prediction by single and ensemble learning techniques
by Kuen-Liang Sue & Chih-Fong Tsai & Andy Chiu - 4356-4368 Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
by Qunying Wu - 4369-4378 Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test
by J. C. W. Rayner & Glen Livingston
June 2023, Volume 52, Issue 11
- 3581-3597 Measuring local sensitivity in Bayesian inference using a new class of metrics
by Tabassom Sedighi & Amin Hosseinian-Far & Alireza Daneshkhah - 3598-3611 Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space
by Mi-Hwa Ko - 3612-3632 A new biased estimator for the gamma regression model: Some applications in medical sciences
by Muhammad Nauman Akram & Muhammad Amin & Muhammad Qasim - 3633-3651 Design and construction of a quick-switching sampling system with a third-generation capability index
by Zih-Huei Wang & Chien-Wei Wu & Jhen-Jia Jhu - 3652-3660 Markov's inequality: Sharpness, renewal theory, finite samples, reliability theory
by Mark Brown & Joel E. Cohen - 3661-3684 Hypothesis testing for populations of networks
by Li Chen & Jie Zhou & Lizhen Lin - 3685-3708 On the method of moments approach applied to a (generalized) gamma population
by Hadi Abbaszadehpeivasti & J. B. G. Frenk - 3709-3729 Relative error prediction: Strong uniform consistency for censoring time series model
by Feriel Bouhadjera & Ould Saïd Elias & Remita Mohamed Riad - 3730-3750 Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
by Tania Roa & Soledad Torres & Ciprian Tudor - 3751-3766 Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
by Rendao Ye & Bingni Fang & Zhongchi Wang & Kun Luo & Wenting Ge - 3767-3794 Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter
by Yasuyuki Hamura - 3795-3815 Bayesian modeling and forecasting of vector autoregressive moving average processes
by Samir M. Shaarawy - 3816-3824 Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
by B. L. S. Prakasa Rao - 3825-3847 Belief eXtropy: Measure uncertainty from negation
by Qianli Zhou & Yong Deng - 3848-3878 Time-varying additive model with autoregressive errors for locally stationary time series
by Jiyanglin Li & Tao Li - 3879-3894 A new process capability index for simple linear profile
by Zainab Abbasi Ganji & Bahram Sadeghpour Gildeh - 3895-3909 Modeling periodically inspected k/r-out-of-n system
by Himani Pant & S. B. Singh - 3910-3926 Detecting influential data in multivariate survival models
by Tsirizani M. Kaombe & Samuel O. M. Manda - 3927-3938 Restricted estimation of distributed lag model from a Bayesian point of view
by Selma Toker & Nimet Özbay - 3939-3959 Fault classification via energy based features of two-dimensional image data
by Munwon Lim & Brani Vidakovic & Suk Joo Bae - 3960-3981 Mean field approximations to a queueing system with threshold-based workload control scheme
by Qihui Bu & Liwei Liu & Yiqiang Q. Zhao - 3982-4000 Failure rate-based models for systems subject to random shocks
by Guanjun Wang & Peng Liu & Lijuan Shen - 4001-4020 A continuous-time network evolution model describing 3-interactions
by István Fazekas & Attila Barta & Csaba Noszály & Bettina Porvázsnyik - 4021-4052 State space splitting of a finite markov process and some discussions on related counting processes
by Lirong Cui & He Yi & Narayanaswamy Balakrishnan
May 2023, Volume 52, Issue 10
- 3193-3208 Robust posterior inference for Youden’s index cutoff
by Nicholas Syring - 3209-3218 Systematic deviation in mean of log bayes factor: Implication and application
by Vishal Midya & Jiangang Liao - 3219-3228 A note on the two-stage multiple comparison procedures with the average for exponential location parameters under heteroscedasticity
by Shu-Fei Wu - 3229-3240 Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables
by Anil Eralp & Sahika Gokmen & Rukiye Dagalp - 3241-3261 Robust polychoric correlation
by Johan Lyhagen & Petra Ornstein - 3262-3289 Identifying the support of rectangular signals in Gaussian noise
by Jiyao Kou - 3290-3313 Limiting behavior of the gap between the largest two representative points of statistical distributions
by Long-Hao Xu & Kai-Tai Fang & Jianxin Pan - 3314-3332 Modified ridge-type estimator for the inverse Gaussian regression model
by Muhammad Nauman Akram & Muhammad Amin & Muhammad Aman Ullah & Saima Afzal - 3333-3349 The effect of autocorrelation on the diagnostic procedures
by Feng Xu & Xiongying Li - 3350-3353 Supplementary notes on the minimax and orthogonal least squares line fitting procedures
by Richard William Farebrother - 3354-3360 A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
by Martín Egozcue & Luis Fuentes García - 3361-3381 Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
by Xingcai Zhou & Hao Shen & Beibei Ni & Yingzhi Xu - 3382-3413 Transient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off period
by B. Krishna Kumar & R. Sankar & R. Navaneetha Krishnan & R. Rukmani & Alexander Rumnyantsev - 3414-3428 A randomization tool for obtaining efficient estimators through focus group discussion in sensitive surveys
by Qamruz Zaman & Muhammad Ijaz & Tolga Zaman - 3429-3451 Minimax randomized response methods for protecting respondent’s privacy
by Jichong Chai & Tapan K. Nayak - 3452-3477 Parameter estimation for a discrete time model driven by fractional Poisson process
by Héctor Araya & Natalia Bahamonde & Tania Roa & Soledad Torres - 3478-3491 Associate an optimal normal distribution with a finite numerical discrete data set via extended spline functions
by Ray-Ming Chen - 3492-3510 Stochastic comparisons on extreme order statistics from observations associated by FGM copula
by Boyang Wang & Rui Fang - 3511-3525 The confidence interval of q-Gaussian distributions
by Ben Salah Nahla & Masmoudi Afif - 3526-3540 The dual risk model under a mixed ratcheting and periodic dividend strategy
by Zhan-Jie Song & Fu-Yun Sun - 3541-3556 Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
by Qian Yu & Qiangqiang Chang & Guangjun Shen - 3557-3573 New approaches to parameter estimation with statistical censoring by means of the CEV algorithm: Characterization of its properties for high-performance normal processes
by Javier Neira Rueda & Andres Carrión García - 3574-3580 Autoregressive inverse Gaussian process and the stochastic volatility modeling
by P Sujith & N. Balakrishna
May 2023, Volume 52, Issue 9
- 2799-2818 On Birnbaum type joint importance measures for multistate reliability systems
by V. M. Chacko - 2819-2835 Robust second-order rotatable invariably designs for some lifetime distributions
by Jinseog Kim & Gaurab Bhattacharyya & Sabyasachi Mukherjee & Rabindra Nath Das - 2836-2851 Maximum likelihood estimation of two-sample population proportions under constraint on their difference
by Shubhabrata Das - 2852-2859 A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs
by Adriano Pareto - 2860-2881 Extreme quantile regression for tail single-index varying-coefficient models
by Yingjie Wang & Xinsheng Liu - 2882-2916 The quadruple moving average control chart for monitoring the process mean
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos - 2917-2930 An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method
by Bin Zhu & Yongzhen Pei & Changguo Li - 2931-2945 Convergence of asymptotically almost negatively associated random variables with random coefficients
by Bing Meng & Dingcheng Wang & Qunying Wu - 2946-2965 Bayesian inference for quantile autoregressive model with explanatory variables
by Kai Yang & Bo Peng & Xiaogang Dong - 2966-2982 Parameter estimation for power function-lognormal composite distribution
by Chao Wang - 2983-2997 Reliability and expectation bounds based on Hardy’s inequality
by F. Goodarzi & M. Amini - 2998-3011 Ordering results on extremes of inverse Kumaraswamy random samples
by Suchandan Kayal & Amarjit Kundu - 3012-3046 Stationary joint distribution of a discrete-time group-arrival and batch-size-dependent service queue with single and multiple vacation
by N. Nandy & S. Pradhan - 3047-3069 Semiparametric tests for equality of two independent variances
by Kai Peng & Cheng Peng - 3070-3097 Estimation in a general semiparametric hazards regression model with missing covariates
by Jin Jin & Liuquan Sun - 3098-3107 On strong deviation theorems concerning array of dependent random sequence
by Ping Hu & Mengru Chen & Shu Chen & Zhong-zhi Wang - 3108-3123 Inertia and rank approach in transformed linear mixed models for comparison of BLUPs
by Nesrin Güler & Melek Eriş Büyükkaya - 3124-3131 Some results on increments of l∞-valued random fields
by A. Bahram & B. Almohaimeed - 3132-3148 Parameter estimation for Vasicek model driven by a general Gaussian noise
by Yong Chen & Ying Li & Xingzhi Pei - 3149-3164 Testing for the equivalence of several sets of time series and its multiple comparison procedure
by Yukio Yanagisawa - 3165-3173 Actual error rates in linear discrimination of spatial Gaussian data in terms of semivariograms
by Kestutis Ducinskas & Lina Dreiziene - 3174-3177 The price of the Bermudan option: A simple, explicit formula
by Moawia Alghalith - 3178-3192 Residual lifetime prediction for sequential k-out-of-n systems with dependent component lifetimes
by M. Baratnia & A. H. Rezaei Roknabadi
April 2023, Volume 52, Issue 8
- 2417-2433 Forecasting short-term mortality trends using Bernstein polynomials
by Yuh-Jenn Wu & Li-Syuan Hong & Li-Hsueh Cheng & Li-Chu Chien - 2434-2447 Schematic saturated orthogonal arrays obtained by using the expansive replacement method
by Shanqi Pang & Rong Yan & Xiao Zhang & Jinhui Shen - 2448-2460 On a couple of unresolved group testing conjectures
by Ugnė Čižikovienė & Viktor Skorniakov - 2461-2481 Reliability analysis for uncertain competing failure degradation system with a change point
by Yanqing Wen & Baoliang Liu & Zhiqiang Zhang & Shugui Kang & Qingan Qiu & Haiyan Shi - 2482-2492 A new standardized mortality ratio method for hospital quality evaluation
by Qing Peng & Xin Lai & Liu Liu & Jing Chen - 2493-2513 IPLSL and IPLSQ: Two types of imputation PLS algorithms for hierarchical latent variable model
by Hao Cheng - 2514-2537 Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model
by Kangquan Zhi & Xiaosong Qian & Ayu Xie - 2538-2561 A class of general pretest estimators for the univariate normal mean
by Jia-Han Shih & Yoshihiko Konno & Yuan-Tsung Chang & Takeshi Emura - 2562-2573 Shannon-McMillan theorem and strong law of large numbers for Markov chains indexed by generalized spherically symmetric trees
by Weicai Peng & Xinyue Xi - 2574-2596 Estimation of finite population distribution function in a complex survey sampling
by Abdul Haq & Mohsin Abbas & Manzoor Khan - 2597-2609 The distribution of the sum of independent and non identically generalized Lindley random variables
by Masato Kitani & Hidetoshi Murakami & Hiroki Hashiguchi - 2610-2624 An efficient family of robust-type estimators for the population variance in simple and stratified random sampling
by Tolga Zaman & Hasan Bulut - 2625-2645 Bootstrapping some GLM and survival regression variable selection estimators
by Rasanji C. Rathnayake & David J. Olive - 2646-2665 A product acceptance decision-making method based on process capability with considering gauge measurement errors
by Dwi Yuli Rakhmawati & Junghye Lee - 2666-2681 Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation
by Lei He - 2682-2701 Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
by Tetyana Kadankova & Nikolai Leonenko & Enrico Scalas - 2702-2717 The effect of gauge measurement errors on double sampling X¯ control chart
by Mohammad Reza Maleki & Bahareh Shamseddin & Hossein Eghbali & Aliasghar Bazdar - 2718-2734 An empirical estimate of quantile density function in presence of censoring
by Esmaeil Shirazi - 2735-2750 Development of a new modified hogg type adaptive scheme for multilevel models with diverse error distributions
by Sehar Saleem & Rehan Ahmad Khan Sherwani & Muhammad Amin - 2751-2765 Bias reduction and model selection in misspecified models
by Hidenori Okumura - 2766-2782 Sampling design for the lifetime performance index of exponential lifetime distribution under progressive type I interval censoring
by Shu-Fei Wu & Jyun-Jhe Jheng & Wei-Tsung Chang - 2783-2798 Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
by Abdullah Qayed & Dong Han
April 2023, Volume 52, Issue 7
- 2031-2042 Explicit free multiplicative law of large numbers
by Raouf Fakhfakh - 2043-2056 Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility
by Yong Ma & Li Chen & Jianping Lyu - 2057-2071 Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
by Huimin Sun & Bingzhen Geng & Shijie Wang - 2072-2098 Kernel conditional density and mode estimation for psi-weakly dependent observations
by Soumia Rih & Abdelkader Tatachak - 2099-2115 Monitoring social networks based on Zero-inflated Poisson regression model
by Narges Motalebi & Mohammad Saleh Owlia & Amirhossein Amiri & Mohammad Saber Fallahnezhad - 2116-2123 Identifying the distribution of linear combinations of gamma random variables via Stein’s method
by Dawei Lu & Jingcai Yang - 2124-2143 Objective priors for common correlation coefficient in bivariate normal populations
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2144-2160 Some correlation tests for vectors of large dimension
by M. Rauf Ahmad & S. Ejaz Ahmed - 2161-2181 Spatial nonstationary hierarchical Bayes estimation of small area proportions
by Priyanka Anjoy & Hukum Chandra - 2182-2197 Consistency of the frequency polygon estimators of density mode for strongly mixing processes
by Ahmad Younso - 2198-2214 Optimal investment strategies for an insurer with liquid constraint
by Haili Yuan & Yijun Hu - 2215-2227 Bayes estimator of process capability index Cpk with a specified prior mean
by Shun Matsuura - 2228-2239 Empirical Bayes on a shoestring and other applications
by Mayer Alvo - 2240-2258 An improvement decision-making method by similarity and belief function theory
by Mehran Khalaj & Fereshteh Khalaj - 2259-2275 Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk
by Lei He & Shuling Tian - 2276-2290 The SPRT sign chart for process location
by Shashibhushan B. Mahadik & Dadasaheb G. Godase - 2291-2308 Adaptive bridge estimator for Cox model with a diverging number of parameters
by Xiangdong Liu & Mingyun Sun - 2309-2337 Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance
by Liyuan Wang & Zhiping Chen & Peng Yang - 2338-2355 Uniform k-Tuple Partially Rank-Ordered Set Sampling
by Marvin Javier & Kaushik Ghosh - 2356-2364 A modified one stage multiple comparison procedure of exponential location parameters with the control under heteroscedasticity
by Shu-Fei Wu - 2365-2378 Simultaneous test for linear model via projection
by Hui Chen & Xuemin Zi - 2379-2401 The effect of parameters estimation on the performance of variables control charts under repetitive sampling
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos & Angeliki Lappa - 2402-2416 A monotonicity property of weighted log-rank tests
by Tahani Coolen-Maturi & Frank P. A. Coolen
March 2023, Volume 52, Issue 6
- 1653-1667 Singular matrix variate Birnbaum-Saunders distribution under elliptical models
by José A. Díaz-García & Francisco J. Caro-Lopera - 1668-1675 Nonexistence of robust designs against presence of more than one outlier in a restricted class
by Ganesh Dutta & Nripes Kumar Mandal & Premadhis Das - 1676-1691 Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models
by Peixin Zhao & Haogeng Gan & Suli Cheng & Xiaoshuang Zhou - 1692-1701 On optimality and construction of two-treatment circular cross-over designs
by Vasilis Chasiotis - 1702-1727 A network Lasso model for regression
by Meihong Su & Wenjian Wang - 1728-1743 Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications
by Bernhard Spangl & Norbert Kaiblinger & Peter Ruckdeschel & Dieter Rasch - 1744-1766 Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates
by Yuye Zou & Chengxin Wu & Guoliang Fan & Riquan Zhang - 1767-1796 Some efficient classes of estimators under stratified sampling
by Shashi Bhushan & Anoop Kumar & Saurabh Singh - 1797-1832 Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow
by Hao Ge & Xingyi Li & Xun Li & Zhongfei Li - 1833-1853 Diagnostic tools for a multivariate negative binomial model for fitting correlated data with overdispersion
by Lizandra C. Fabio & Cristian Villegas & Jalmar M. F. Carrasco & Mário de Castro - 1854-1869 Risk-based premium evaluation with jump diffusion process for PBGC
by Lin Xie & Wei Wang & Zhixin Yang & Nan Zhang - 1870-1887 On the analytical properties of category encodings in logistic regression
by Guoping Zeng - 1888-1904 Multivariate wavelet density estimation for strong mixing stratified size-biased sample
by Junke Kou & Kaili Cui - 1905-1922 Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness
by Grigoriy Volovskiy & Udo Kamps - 1923-1936 Construction of resolvable incomplete block designs for estimating main effects with full efficiency
by Pratheesh P. Gopinath & Rajender Parsad & B. N. Mandal - 1937-1945 Sequential estimation of quantiles from delayed observations
by Agnieszka Stępień-Baran - 1946-1962 A survey of resolvable solutions of partially balanced designs
by Shyam Saurabh & Kishore Sinha & Mithilesh Kumar Singh - 1963-1980 A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics
by Fatemeh Gharari & Masoud Ganji - 1981-2009 Estimation of parameters of logistic regression with covariates missing separately or simultaneously
by Phuoc-Loc Tran & Truong-Nhat Le & Shen-Ming Lee & Chin-Shang Li - 2010-2029 Improved imputation methods for missing data in two-occasion successive sampling
by Garib Nath Singh & Ashok Kumar Jaiswal & Awadhesh K. Pandey
March 2023, Volume 52, Issue 5
- 1333-1347 Detecting sparse heterogeneous mixtures in a two-sample problem
by Rong Huang - 1348-1355 Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution
by Zarai Mohamed - 1356-1368 Optimal preventive replacement policies for a system with discrete scheduled times
by Yen-Luan Chen - 1369-1384 Robustness of orthogonal uniform composite designs against missing data
by Brenda Mbouamba Yankam & Abimibola Victoria Oladugba - 1385-1399 Double smoothing local linear estimation in nonlinear time series
by K. D. Prasangika & Wan Tang & Zeng Yao & Guoxin Zuo - 1400-1416 Determination of warranty length for one-shot devices with Rayleigh lifetime distribution
by Shuo-Jye Wu & Syuan-Rong Huang & Jie-Huei Wang - 1417-1430 On use of randomized response technique for estimating sensitive subpopulation total
by Shakeel Ahmed & Javid Shabbir - 1431-1456 Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate
by Shengjie Yue & Chaoqun Ma & Xinwei Zhao & Chao Deng - 1457-1471 Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator
by Qingqing Kang & Guo-dong Xing & Shanchao Yang & Zhiyong Chen - 1472-1489 Optimal investment mean-field and N-player games with memory effect and relative performance competition
by Xuhui Wang & Lei Hu - 1490-1506 Option pricing under a Markov-modulated Merton jump-diffusion dividend
by Yuanchuang Shan & Haoran Yi & Xuekang Zhang & Huisheng Shu - 1507-1511 An insight into control charts using EWMA
by Muhammad Aslam - 1512-1532 An ordered approach on cumulative extropy measures for information analysis
by Jitto Jose & E. I. Abdul Sathar - 1533-1547 Colored Tobit Kalman filter
by Kostas Loumponias - 1548-1563 A proposal of new disnormality indexes
by Giovanni Girone & Antonella Massari & Francesco Campobasso & Angela Maria D’Uggento & Claudia Marin & Fabio Manca - 1564-1579 Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
by Jianhua Lin & Xiaohu Li - 1580-1590 A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
by Buatikan Mirezi & Selahattin Kaçıranlar & Nimet Özbay - 1591-1613 The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
by Jingchao Sun & Maiying Kong & Subhadip Pal - 1614-1633 Scalable and efficient inference via CPE
by Qin Yu & Yang Li & Yumeng Wang & Yachong Yang & Zemin Zheng - 1634-1651 Optimal calibrated weights while minimizing a variance function
by Shameem Alam & Sarjinder Singh & Javid Shabbir
February 2023, Volume 52, Issue 4
- 973-987 On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
by Virtue U. Ekhosuehi - 988-1011 Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice
by Zhiqiang Gao & Xiaoyan Zhang - 1012-1038 Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
by Weihua Zhao & Xiaoyu Zhang & Kam Chuen Yuen & Rui Li & Heng Lian - 1039-1057 Availability and reliability analysis of a retrial system with warm standbys and second optional repair service
by Shan Gao - 1058-1075 Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data
by Bahareh Feizi & Ahmad Pourdarvish - 1076-1100 Joining strategies of noncooperative and cooperative in a single server retrial queue with N-policy and multiple server vacations
by Zhen Wang & Liwei Liu & Yiqiang Q. Zhao & Linhong Li & Wei Xu - 1101-1117 Contributions to the class of beta-generated distributions
by I. J. H. Visagie & D. J. de Waal & S. L. Makgai & A. Bekker - 1118-1135 Nonconcave penalized M-estimation for the least absolute relative errors model
by Ruiya Fan & Shuguang Zhang & Yaohua Wu - 1136-1154 On the extremes of the max-INAR(1) process for time series of counts
by Manuel G. Scotto & Sónia Gouveia - 1155-1177 Memory type ratio and product estimators under ranked-based sampling schemes
by Irfan Aslam & Muhammad Noor-ul-Amin & Muhammad Hanif & Prayas Sharma - 1178-1189 The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general
by Parisa Zolfaghari & Rahim Chinipardaz & Jafar Esmaily - 1190-1201 Consistency of the P–C estimator in non parametric regression model based on m-END errors
by Shuili Zhang & Tiantian Hou & Cong Qu - 1202-1216 Optimal preventive replacement last policy for a successive random works system with random lead time
by Chin-Chih Chang - 1217-1236 An IM-based efficient test for non inferiority of the odds ratio between two independent binomial proportions
by Zhining Wang & Hua Jin & Hezhi Lu - 1237-1250 On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
by Jiamin Shao & Zhongquan Tan - 1251-1272 Statistical inference of a partitioned linear random-effects model
by Ming Liu & Yongge Tian & Ruixia Yuan - 1273-1286 Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
by Dawei Lu & Yao Meng - 1287-1299 Penalized quantile regression for spatial panel data with fixed effects
by Yuanqing Zhang & Jiayuan Jiang & Yaqin Feng - 1300-1317 Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
by Xianbin Chen & Juliang Yin - 1318-1331 Estimation of finite population distribution function of sensitive variable
by Sanghamitra Pal & Purnima Shaw
February 2023, Volume 52, Issue 3
- 515-522 Quantum mutual entropy in terms of local quantum Bernoulli noises
by Qi Han & Yanan Han & Yaxin Kou & Ziqiang Lu - 523-542 Estimation of the Pareto and related distributions – A reference-intrinsic approach
by James Sharpe & Miguel A. Juárez - 543-566 Optimal dividend strategy for the dual model with surplus-dependent expense
by Shanshan Liu & Zhaoyang Liu & Guoxin Liu - 567-582 Robust Bayesian estimator in a normal model with uncertain hierarchical priors
by Guikai Hu & Xinhai Xiao - 583-601 Limit theorems for a class of integral functionals driven by fractional Brownian motion
by Xiaoyu Xia & Litan Yan - 602-622 On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions
by Sherzod M. Mirakhmedov